Summary
CGGE
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 12.23% Volatility 17.04% Sharpe 0.86
Official loaded data — not a live quote.

CAPITAL GROUP GLOBAL EQUITY ETF SHARE CLASS

Symbol: CGGE

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 25/06/2024

Latest date: 15/10/2026

Current price: $34.64

Expense ratio: 0.47%

Assets under management
$3.2B
0.79% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.84%

Ann. -47.83% (Sharpe / Sortino numerator)

Volatility

23.16%

Sharpe ratio

-2.222

VaR 95%

-2.26%

CVaR 95%: -2.30%
Max drawdown: -8.47%
Sortino ratio: -4.136
Calmar ratio: -5.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.69%

Ann. -14.85% (Sharpe / Sortino numerator)

Volatility

17.89%

Sharpe ratio

-1.033

VaR 95%

-2.13%

CVaR 95%: -2.22%
Max drawdown: -10.93%
Sortino ratio: -1.749
Calmar ratio: -1.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.32%

Ann. -1.46% (Sharpe / Sortino numerator)

Volatility

15.17%

Sharpe ratio

-0.336

VaR 95%

-1.49%

CVaR 95%: -2.09%
Max drawdown: -10.93%
Sortino ratio: -0.520
Calmar ratio: -0.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.23%

Ann. 18.29% (Sharpe / Sortino numerator)

Volatility

17.04%

Sharpe ratio

0.860

VaR 95%

-1.43%

CVaR 95%: -2.40%
Max drawdown: -10.93%
Sortino ratio: 1.137
Calmar ratio: 1.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

32.40%

Ann. 18.56% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

0.944

VaR 95%

-1.44%

CVaR 95%: -2.16%
Max drawdown: -14.44%
Sortino ratio: 1.327
Calmar ratio: 1.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.051%

Best day

3.782%

08/04/2026
Worst day

-2.776%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $34.37 $34.66 $34.22 $34.64 395,700
14/10/2026 $34.71 $34.82 $34.43 $34.48 428,800
13/10/2026 $34.91 $34.96 $34.80 $34.91 270,600
12/10/2026 $35.02 $35.04 $34.92 $34.93 309,600
09/10/2026 $35.02 $35.07 $34.91 $35.07 365,100
08/10/2026 $34.94 $35.04 $34.70 $34.85 453,000
07/10/2026 $35.05 $35.17 $34.93 $35.15 523,300
06/10/2026 $35.45 $35.56 $35.40 $35.42 469,500
05/10/2026 $35.08 $35.35 $35.06 $35.28 612,000
02/10/2026 $35.11 $35.18 $34.95 $35.10 398,700